Crank, but no Start, Fuel issue?

Hey guys,
I am in the process of rebuilding a 99 GT. I bought it as a roller, no engine, trans, or anything. I bought an engine from eBay. Turns out it is an NPI block. I put trick flow heads on it and trick flow cams. I also put 24 lb injectors in it. Other than that, it is using stock stuff.

I am trying to get it to run before putting water in it. I have some issue getting a tune to flash, but I am working with American muscle on that.

My question is, should the fuel pressure in the line stay after cranking?

I think something is wrong with the fuel pump. When I turn the key on, I hear the fuel pump and the fuel pressure gauge shows 15 psi, but then immediately drops back to zero. When I crank it, the pressure build to 35-40 psi but as soon as I stop cranking it drops immediately to zero. Should the lines stay pressurized for a little while after the fuel pump builds pressure?

Here is a link to a video of me cranking it over:

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